Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-16 0.311955 0.340939 0.372391 0.409228 0.451406 0.498453 0.555265
2025-03-23 0.277559 0.315034 0.357976 0.411342 0.476621 0.554858 0.657257
2025-03-30 0.251964 0.294281 0.344841 0.410692 0.495715 0.604015 0.756233
2025-04-06 0.230860 0.275912 0.331603 0.407034 0.509042 0.646170 0.851945
2025-04-13 0.208857 0.254010 0.311298 0.391300 0.503562 0.661284 0.911454
2025-04-20 0.197009 0.243824 0.304804 0.392675 0.520850 0.709671 1.028154
2025-04-27 0.186461 0.234317 0.298114 0.392664 0.535542 0.755561 1.149377
2025-05-04 0.177080 0.225558 0.291532 0.391826 0.548407 0.799821 1.276614
2025-05-11 0.169774 0.219037 0.287416 0.393954 0.565698 0.853295 1.432421
2025-05-18 0.159267 0.207321 0.274948 0.382165 0.559029 0.864454 1.507897
2025-05-25 0.149115 0.195523 0.261575 0.367812 0.546463 0.863131 1.556910
2025-06-01 0.143916 0.190542 0.257913 0.368394 0.559128 0.909678 1.721721
2025-06-08 0.141341 0.189384 0.260118 0.378983 0.591191 1.000093 2.021440
2025-06-15 0.137535 0.186154 0.258888 0.383703 0.613166 1.074412 2.310081
2025-06-22 0.133230 0.181919 0.255777 0.384895 0.628592 1.137783 2.595637
2025-06-29 0.128525 0.176817 0.250956 0.382665 0.637058 1.187337 2.862798
2025-07-06 0.121770 0.168243 0.240081 0.368892 0.621052 1.177779 2.937273
2025-07-13 0.118617 0.165130 0.237906 0.370575 0.636642 1.246430 3.313391
2025-07-20 0.115398 0.161754 0.235092 0.370826 0.649231 1.310278 3.710561
2025-07-27 0.112229 0.158310 0.231961 0.370218 0.659872 1.371399 4.138053
2025-08-03 0.109741 0.155840 0.230325 0.372285 0.676612 1.452761 4.717331
2025-08-10 0.105151 0.149791 0.222289 0.361456 0.663083 1.446444 4.873111
2025-08-17 0.100393 0.143319 0.213273 0.348214 0.642886 1.417823 4.902191